Search results | J. Murrey Atkins Library

Title: A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Author: Farthing, Christopher
Date Created: 2021
Description: While modern financial networks are so large, complex, and dynamic that the interactions between their members are impossible to model in their entirety, mathematical models with some simplifying assumptions allow for effective study of network dy...

Title: A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Author: Farthing, Christopher
Date Created: 2021
Subjects--Topical: Mathematics, Finance, Economics
Description: While modern financial networks are so large, complex, and dynamic that the interactions between their members are impossible to model in their entirety, mathematical models with some simplifying assumptions allow for effective study of network dy...

Title: Continue, quit, restart probability model and related problems
Author: Steinberg, Constantine
Date Created: 2011
Description: We discuss a new class of applied probability models. There is a system whose evolution is described by a Markov chain with known transition matrix in a discrete state space. At each moment of a discrete time a decision maker can apply one of thre...

Title: Continue, quit, restart probability model and related problems
Author: Steinberg, Constantine
Date Created: 2011
Description: We discuss a new class of applied probability models. There is a system whose evolution is described by a Markov chain with known transition matrix in a discrete state space. At each moment of a discrete time a decision maker can apply one of thre...

Title: Continue, quit, restart probability model and related problems
Author: Steinberg, Constantine
Date Created: 2011
Subjects--Topical: Operations research, Mathematics
Description: We discuss a new class of applied probability models. There is a system whose evolution is described by a Markov chain with known transition matrix in a discrete state space. At each moment of a discrete time a decision maker can apply one of thre...

Title: OPTIMAL STRATEGIES IN "LOCKS, BOMBS AND TESTING" (LBT) PROBLEM FOR THE CASE OF INDEPENDENT PROTECTION
Author: Liu, Li
Date Created: 2019
Description: This thesis constructs a Defense/Attack resource allocation model. Defender uses "locks" to protect their boxes from Attacker, and Attacker uses "bombs" to destroy as many boxes as possible. The first models of such type were given by E. Borel (19...

Title: OPTIMAL STRATEGIES IN "LOCKS, BOMBS AND TESTING" (LBT) PROBLEM FOR THE CASE OF INDEPENDENT PROTECTION
Author: Liu, Li
Date Created: 2019
Subjects--Topical: Mathematics, Statistics, Operations research
Description: This thesis constructs a Defense/Attack resource allocation model. Defender uses "locks" to protect their boxes from Attacker, and Attacker uses "bombs" to destroy as many boxes as possible. The first models of such type were given by E. Borel (19...

Title: PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Author: Basnet, Amod
Date Created: 2017
Description: We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...

Title: PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Author: Basnet, Amod
Date Created: 2017
Subjects--Topical: Mathematics
Description: We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...

Title: The Study of Loop Markov Chains
Author: Gillespie Jr., Perry
Date Created: 2011
Description: The purpose of my research is the study of Loop Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one single point. Insi...

Title: The Study of Loop Markov Chains
Author: Gillespie Jr., Perry
Date Created: 2011
Description: The purpose of my research is the study of Loop Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one single point. Insi...

Title: The Study of Loop Markov Chains
Author: Gillespie Jr., Perry
Date Created: 2011
Subjects--Topical: Mathematics, Statistics
Description: The purpose of my research is the study of Loop Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one single point. Insi...